Greek letters. A financial institution has the following option portfolios on a stock. Type Position Delta Gamma Vega Call 2000 0.50 2.0 1.5 Call 600 0.80 0.5 0.3 Put 1000 -0.50 1.3 1.0 Call 800 0.70 1.2 1.8 A traded option is available with a delta of 0.6, a gamma of 1.76, and a vega of 1.028. Answer the following questions (a) What is the portfolio's delta, gamma and vega? (b) What position in this traded option and in the underlying stock would make the portfolio both gamma and delta neutral? (c) What position in this traded option and in the underlying stock would make the portfolio both delta and vega neutral